i do have the same problem. i've found that J.Crew makes really good thong sandals, all leather and very simple and stylish. they come in a variety of colors as well! they're online right now.
Although they are only beach-appropriate, Crocs thong sandals are supremely comfortable. Others are hit and miss for me, but I very much like embellished thong sandals with heels. They aren't very comfortable, though!
Reefs & Rainbows are totally comfy and cazh. I even find the J. Crew critter ones bearable for a whole day of beach-in'.
For more formal thongs though, LOVE Mystique. The jeweled kinds are so cute - the perfect way to stroll around in flats during summer w/o feeling under-dressed.
i love rainbows, but they take awhile to break in. i love reefs too--very squishy! i've gotten horrible blisters in between my toes from old navy ones.